haku: @all regulation / yhteensä: 215
viite: 211 / 215
| Tekijä: | Grout, P.A. Zalewska, A. |
| Otsikko: | The impact of regulation on market risk |
| Lehti: | Journal of Financial Economics
2006 : APR, VOL. 80:1, p. 149-184 |
| Asiasana: | regulations financial markets risk assets pricing models United Kingdom USA |
| Kieli: | eng |
| Tiivistelmä: | This paper provides a detailed study of a case on how risk responds to expected regulatory changes specifically designed to change risk. Using both a sample of privatized U.K. companies, and U.K. and U.S. control portfolios from 1993 to 2000, it is shown (for two models) that the observed changes in market risk are significant and consistent with theory. |
SCIMA